Commodity Channel Index Trading System

January 3, 2006

Required Indicators:

CCI indicator
CCI Control Level (user-defined); default value is +40, -40
CCI Extreme Level (user-defined); default value is +100, -100

Entry-Exit Conditions

Long Entry: CCI crossing above CCI control level (+40)

Long Exit: CCI crosses above CCI extreme level (+100), then exit when CCI crosses below CCI control level (+40)
or
CCI never crosses above CCI extreme level (+100), then exit when CCI crosses below 0

Short Entry: CCI crosses below negative CCI control level (-40)

Short Exit: CCI crosses below negative CCI extreme level (-100), then exit when CCI crosses above negative CCI control level (-40)
or
CCI never crosses below negative CCI extreme level (-100), then exit when CCI crosses above 0